NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 50.71 49.23 -1.48 -2.9% 52.68
High 50.71 49.63 -1.08 -2.1% 53.94
Low 49.04 48.21 -0.83 -1.7% 50.50
Close 49.19 48.45 -0.74 -1.5% 51.21
Range 1.67 1.42 -0.25 -15.0% 3.44
ATR 1.83 1.80 -0.03 -1.6% 0.00
Volume 347,986 316,060 -31,926 -9.2% 927,816
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.02 52.16 49.23
R3 51.60 50.74 48.84
R2 50.18 50.18 48.71
R1 49.32 49.32 48.58 49.04
PP 48.76 48.76 48.76 48.63
S1 47.90 47.90 48.32 47.62
S2 47.34 47.34 48.19
S3 45.92 46.48 48.06
S4 44.50 45.06 47.67
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.20 60.15 53.10
R3 58.76 56.71 52.16
R2 55.32 55.32 51.84
R1 53.27 53.27 51.53 52.58
PP 51.88 51.88 51.88 51.54
S1 49.83 49.83 50.89 49.14
S2 48.44 48.44 50.58
S3 45.00 46.39 50.26
S4 41.56 42.95 49.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.58 48.21 3.37 7.0% 1.38 2.8% 7% False True 279,059
10 54.35 48.21 6.14 12.7% 1.69 3.5% 4% False True 227,553
20 60.76 48.21 12.55 25.9% 1.79 3.7% 2% False True 161,793
40 62.51 48.21 14.30 29.5% 1.72 3.5% 2% False True 116,358
60 64.45 48.21 16.24 33.5% 1.72 3.5% 1% False True 90,341
80 64.45 48.21 16.24 33.5% 1.74 3.6% 1% False True 78,221
100 64.45 48.21 16.24 33.5% 1.76 3.6% 1% False True 68,624
120 64.45 48.21 16.24 33.5% 1.85 3.8% 1% False True 62,313
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.67
2.618 53.35
1.618 51.93
1.000 51.05
0.618 50.51
HIGH 49.63
0.618 49.09
0.500 48.92
0.382 48.75
LOW 48.21
0.618 47.33
1.000 46.79
1.618 45.91
2.618 44.49
4.250 42.18
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 48.92 49.81
PP 48.76 49.36
S1 48.61 48.90

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.